Access Statistics for Zhipeng Liao

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 35 0 4 19 128
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 44 0 4 10 90
Automated Estimation of Vector Error Correction Models 0 0 1 292 0 2 13 267
Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments 0 0 0 72 0 1 8 171
Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments, Second Version 0 0 0 7 1 5 14 77
Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications 0 0 1 112 1 4 18 203
Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities 0 0 0 45 0 4 17 130
Shrinkage estimation of high-dimensional factor models with structural instabilities 0 0 0 28 0 1 16 123
Sieve Inference on Semi-nonparametric Time Series Models 0 0 0 39 1 5 15 134
Sieve Semiparametric Two-Step GMM under Weak Dependence 0 0 0 15 1 2 13 72
Sieve inference on semi-nonparametric time series models 0 0 0 13 0 5 16 70
Uniform Asymptotic Risk of Averaging GMM Estimator Robust to Misspecification, Second Version 0 0 0 12 0 3 13 68
Total Working Papers 0 0 2 714 4 40 172 1,533


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION 1 1 2 21 2 5 17 98
AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS 0 0 0 21 0 4 11 107
Asymptotic Efficiency of Semiparametric Two-step GMM 0 1 1 13 0 6 21 145
Select the valid and relevant moments: An information-based LASSO for GMM with many moments 0 0 2 59 0 4 30 249
Sieve M inference on irregular parameters 1 1 2 16 1 3 16 130
Sieve inference on possibly misspecified semi-nonparametric time series models 0 0 0 36 1 2 11 168
Sieve semiparametric two-step GMM under weak dependence 0 0 2 24 1 14 31 159
Uniform nonparametric inference for spatially dependent panel data: The xtnpsreg command 0 0 0 3 0 1 11 20
Total Journal Articles 2 3 9 193 5 39 148 1,076


Statistics updated 2026-07-10